Papers by Henriette Elise Breymann
Zeitschrift für Naturforschung, Jun 1, 1993
Physikalische Blätter, 1998
In den zuriickliegenden J a r e n haben Parlamente und Regierungen in Bund und Landern der MPG un... more In den zuriickliegenden J a r e n haben Parlamente und Regierungen in Bund und Landern der MPG und der DFG einen jahrlichen Haushaltszuwachs von 5 % gewahrt. Dies sollte nach einstimmiger Vereinbarung auch fur 1998 gelten. Im November 1997 beschlorj jedoch der HaushaltsausschuB des Bundestages, diese Zuwachse auf 3,9% zu reduzieren. Nach den Worten des Prasidenten der Max-Planck-Gesellschaft, Hubert Markl, wird diese Kiirzung dazu fuhren, dal3 weitere Investitionen in die ostdeutsche Forschungslandschaft nur rnit zeitlicher Verzogerung erfolgen konnen oder ganz unterbleiben miissen. Insgesamt stehen der MPG 1998 16 Mio. DM weniger fur den Aufbau Ost zur Verfugung als fest eingeplant. Haushaltsausschusses haben sowohl die direkt Betroffenen, DFG und MPG, als auch die Ministerprasidenten, die Hochschulrektoren und die Kultusminister scharf protestiert. Die Hochschulen bangen vor allem um die Forderung von Nachwuchswissenschaftlem, denn ein Prozent weniger Geld bei der DFG entspricht etwa 400 Doktorandenstellen, die nicht finanziert werden konnen, kritisiert HRK-Prasident Klaus Landfried. In der MPG, aber nicht nur hier, fragt man ... kurzgefaBt USA tragt mit 531 Mi0 $ zum LHC bei Anfang Dezember haben Vertreter der US-Regierung und des CERN ein Abkommen uber die amerikanische Beteiligung am Large Hadron Collider LHC unterzeichnet. Die USA verpflichten sich damit, insgesamt 531 Mio $ zum LHC beizusteuern; 450 Mio $ kommen vom Department of Energy und 81 Mio $ von der National Science Foundation. Das Geld wird in die Detektoren ATLAS und CMS sowie in den Aufbau der Wechselwirkungszonen fliekn. Uber weitere Details beriet der CERN-Rat erst nach dem Re-daktionsschluI3 fiir dieses Heft. tAESAR Jorg Kotthaus SOU Griindungsdirektor werden Der Stiftungsrat des Center of Advanced Studies and Research (CAESAR) in BOM beabsichtigt, Prof. Dr. Jorg Kotthaus, LMU Munchen, zum Griindungsdirektor zu bestellen. Seine Arbeitsgebiete sind die Nanowissenschaften, insbesondere die Halbleiterelektronik und Optoelektrcnik, wobei sein besonderes Interesse der Kopg lung elektronischer, biologischer und chemischer
Journal of Chemical Physics, Sep 1, 1989
A molecular dynamics simulation of a realistic model of neopentane [C(CH3)4] in its plastic phase... more A molecular dynamics simulation of a realistic model of neopentane [C(CH3)4] in its plastic phase has been performed on a sample of 6×6×6 fcc unit cells (i.e., 864 molecules) at 135, 175, and 230 K. The molecules of the simulated sample interact through phenomenological exp-6, atom–atom potentials between all the atoms of nearest neighbor molecules. The orientational probability density function (opdf), the displacement probability density function (dpdf), and its second moment the Debye–Waller factor have been computed. We confirm the very large value and the important thermal variation of the Debye–Waller factor and the strong anisotropy of the opdf deduced from neutron diffraction experiments. The computed opdf is very well reproduced by a mean-field calculation making use only of the microscopic intermolecular potential and of the equilibrium position of the molecular centers of mass, a result in line with the isotropic character of the dpdf, but not valid for other plastic crystals made of molecules with different geometries.
The School of Engineering of Zurich University of Applied Sciences has approved a credit for 2013... more The School of Engineering of Zurich University of Applied Sciences has approved a credit for 2013 for the build-up of a prototype-modeling platform for integrated financial and risk modeling. At the same time the project ACTUS (Algorithmic Contract Types Unified Standard) started, which is financed by the Alfred P. Sloan Foundation and situated at the Stevens Institute of Technology in New York. The aim of this project is the development of a standard language for financial contract modeling and contract-centric analytical framework. At the basis of both projects is the same concept, namely the UFA methodology, which implies a considerable synergy potential. The central element of the model is the financial contract, which is modeled in an environment of market risk factors, counterparties risk factors and behavioral risk factors. The strict separation of financial contracts from risk factors is an important architectural choice. A financial contract is represented as the algorithmic counterpart of the legal rules making up the “real” financial contract. These rules are deterministic, in contrast to the stochastic risk factors. Together, contracts and risk factors make up the input factors. Given a state of all risk factors, contract events can be generated through the CT specific algorithms, from which the cash flow streams are derived. The cash flows are subject to various kind of analysis as to liquidity, value, income, sensitivity, and risk. The separation of contracts and risk factors make it possible to open up the system for third-party contributions of risk factor models while contract modeling can be encapsulated and possibly certified. In the talk an introduction into the methodology as well as an overview of the actual state of the project will be given, including a web-demo
Molecular Physics, Apr 10, 1996
ABSTRACT The dynamics of orientationally disordered crystals, such as neopentane C(CH3)4, couple ... more ABSTRACT The dynamics of orientationally disordered crystals, such as neopentane C(CH3)4, couple translational and orientational variables in a complex way. From the results of a molecular dynamics simulation of the orientationally disordered phase of neopentane, simple geometrical methods are used to define functions that can be displayed on a two-dimensional surface and yield practical information, and from these are obtained the single-molecule orientation-translation coupling, the coupling between the translation of a molecule and the orientation of one of its neighbours, and the orientation-orientation coupling of two neighbouring molecules. The single-molecule orientation-translation term, although weak, is consistent with experimental results. A distinct orientation-orientation coupling is visible when a C-C bond of one molecule points at a neighbouring molecule, while a bond of that neighbour points away from the former. Isotropy around the connecting vector tends to disqualify pseudospin-type models for neopentane. The most salient feature, however, is the strong two-molecule orientation-translation correlation, which confirms the motion of one molecule when a C-C bond of one of its neighbours points in its direction; up to now this was only inferred from partial experimental data. Predictions are made for the type of information that is likely to be obtained from neutron diffuse scattering.
European Physical Journal B, Oct 1, 2009
Most of the papers that study the distributional and fractal properties of financial instruments ... more Most of the papers that study the distributional and fractal properties of financial instruments focus on stock prices or foreign exchange rates. This typically leads to mixed results concerning the distributions of log-returns and some multi-fractal properties of exchange rates, stock prices, and regional indices. This paper uses a well diversified world stock index as the central object of analysis. Such index approximates the growth optimal portfolio, which is demonstrated under the benchmark approach, it is the ideal reference unit for studying basic securities. When denominating this world index in units of a given currency, one measures the movements of the currency against the entire market. This provides a least disturbed observation of the currency dynamics. In this manner, one can expect to disentangle, e.g., the superposition of the two currencies involved in an exchange rate. This benchmark approach to the empirical analysis of financial data allows us to establish remarkable stylized facts. Most important is the observation that the repeatedly documented multi-fractal appearance of financial time series is very weak and much less pronounced than the deviation of the mono-scaling properties from Brownian-motion type scaling. The generalized Hurst exponent H(2) assumes typical values between 0.55 and 0.6. Accordingly, autocorrelations of log-returns decay according to a power law, and the quadratic variation vanishes when going to vanishing observation time step size. Furthermore, one can identify the Student t distribution as the log-return distribution of a well-diversified world stock index for long time horizons when a long enough data series is used for estimation. The study of dependence properties, finally, reveals that jumps at daily horizon originate primarily in the stock market while at 5min horizon they originate in the foreign exchange market. The principal message of the empirical analysis is that there is evidence that a diffusion model without multi-scaling could reasonably well model the dynamics of a broadly diversified world stock index.
Physica D: Nonlinear Phenomena, 2004
The escape-rate formalism and the thermostating algorithm describe relaxation towards a decaying ... more The escape-rate formalism and the thermostating algorithm describe relaxation towards a decaying state with absorbing boundaries and a steady state of periodic systems, respectively. It has been shown that the key features of the transport properties of both approaches, if modeled by low-dimensional dynamical systems, can conveniently be described in the framework of multibaker maps. In the present paper we discuss in detail the steps required to reach a meaningful macroscopic limit. The limit involves a sequence of coarser and coarser descriptions (projections) until one reaches the level of irreversible macroscopic advection-diffusion equations. The influence of boundary conditions is studied in detail. Only a few of the chaos characteristics possess a meaningful macroscopic limit, but none of these is sufficient to determine the entropy production in a general non-equilibrium state.
Canadian Journal of Chemistry, Apr 1, 1988
A method to confront computer simulations to real nature is reported. "Experimental" re... more A method to confront computer simulations to real nature is reported. "Experimental" results calculated from the simulation are analyzed through the same model as the actual experiments. The same terms are thus used to describe the simulated and the real sample; they can then be compared, with some reliability, to one another and also to the corresponding quantities obtained directly from the microscopic information provided by the simulation. The method is applied to neutron diffraction experiments performed on orientationally disordered neopentane (C(CD3)4) single crystals, a system for which a realistic molecular dynamics simulation has also been performed. Our method turns out to be a severe test both for the simulation and the models used to interpret the experiments.
Physical review, May 1, 1993
We investigate the number of metastable configurations of a 4-like model with competing and anhar... more We investigate the number of metastable configurations of a 4-like model with competing and anharmonic interactions as a function of an effective coupling constant q. The model has piecewise harmonic nearest-neighbor and harmonic next-nearerst-neighbor interactions. The number M of metastable states in the configuration space increases exponentially with the number N of particles: M~exp(vN). It is shown numerically that, outside the previously considered range~t)~&-', v is approximately linearly decreasing with il for~i l~& 1 and that v=0 for ri) 1. These findings can be understood by describing the metastable configurations as an arrangement of kink solitons whose width increases with q.
Physical review, Sep 1, 1994
Physical review, Aug 1, 1998
Physical Review Letters, Sep 30, 1996
Physical Review Letters, Oct 13, 1997
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Papers by Henriette Elise Breymann